Yayın: Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients
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Danışman
Bölüm / Program
Dergi Başlığı
Dergi ISSN
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Yayıncı
Elsevier BV
Türü
Özet
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Tanım
Dergi veya Seri
Communications in Nonlinear Science and Numerical Simulation
ISSN
1007-5704
ISBN
Haklar
CLOSED
Anahtar Kelimeler
Numerical solutions to stochastic differential and integral equations, split-step numerical methods, strong convergence, one-sided Lipschitz condition, Computational methods for stochastic equations (aspects of stochastic analysis), stochastic differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis)